+109.1%
AMGN vs LOW
+5.8%
+103.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -13.9% | -2.6% | -11.3% | -13.3% |
| 30D | -7.1% | -11.1% | +4.0% | -4.3% |
| 3M | +13.9% | -8.5% | +22.4% | +16.4% |
| 6M | +3.2% | -20.8% | +24.1% | +9.1% |
| YTD | +19.2% | -17.2% | +36.5% | +24.3% |
| 1Y | +41.1% | -24.7% | +65.9% | +50.4% |
| 3Y | +61.3% | -9.7% | +71.0% | +63.3% |
| 5Y | +109.1% | +6.0% | +103.1% | +99.4% |
| All | +109.1% | +5.8% | +103.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling